| Trading Metrics calculated at close of trading on 26-Nov-2014 |
| Day Change Summary |
|
Previous |
Current |
|
|
|
|
25-Nov-2014 |
26-Nov-2014 |
Change |
Change % |
Previous Week |
| Open |
1,198.2 |
1,201.6 |
3.4 |
0.3% |
1,186.3 |
| High |
1,203.0 |
1,201.6 |
-1.4 |
-0.1% |
1,208.2 |
| Low |
1,190.0 |
1,194.6 |
4.6 |
0.4% |
1,174.7 |
| Close |
1,197.8 |
1,197.5 |
-0.3 |
0.0% |
1,198.4 |
| Range |
13.0 |
7.0 |
-6.0 |
-46.2% |
33.5 |
| ATR |
19.6 |
18.7 |
-0.9 |
-4.6% |
0.0 |
| Volume |
127,833 |
121,777 |
-6,056 |
-4.7% |
158,475 |
|
| Daily Pivots for day following 26-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,218.9 |
1,215.2 |
1,201.4 |
|
| R3 |
1,211.9 |
1,208.2 |
1,199.4 |
|
| R2 |
1,204.9 |
1,204.9 |
1,198.8 |
|
| R1 |
1,201.2 |
1,201.2 |
1,198.1 |
1,199.6 |
| PP |
1,197.9 |
1,197.9 |
1,197.9 |
1,197.1 |
| S1 |
1,194.2 |
1,194.2 |
1,196.9 |
1,192.6 |
| S2 |
1,190.9 |
1,190.9 |
1,196.2 |
|
| S3 |
1,183.9 |
1,187.2 |
1,195.6 |
|
| S4 |
1,176.9 |
1,180.2 |
1,193.7 |
|
|
| Weekly Pivots for week ending 21-Nov-2014 |
|
Classic |
Woodie |
Camarilla |
DeMark |
| R4 |
1,294.3 |
1,279.8 |
1,216.8 |
|
| R3 |
1,260.8 |
1,246.3 |
1,207.6 |
|
| R2 |
1,227.3 |
1,227.3 |
1,204.5 |
|
| R1 |
1,212.8 |
1,212.8 |
1,201.5 |
1,220.1 |
| PP |
1,193.8 |
1,193.8 |
1,193.8 |
1,197.4 |
| S1 |
1,179.3 |
1,179.3 |
1,195.3 |
1,186.6 |
| S2 |
1,160.3 |
1,160.3 |
1,192.3 |
|
| S3 |
1,126.8 |
1,145.8 |
1,189.2 |
|
| S4 |
1,093.3 |
1,112.3 |
1,180.0 |
|
|
| High/Low/Range Statistics |
| Trading Days |
High |
Low |
Range |
Range % |
Average Range |
Average Range % |
Close % |
New High |
New Low |
Average Volume |
| 5 |
1,208.2 |
1,177.0 |
31.2 |
2.6% |
14.7 |
1.2% |
66% |
False |
False |
77,814 |
| 10 |
1,208.2 |
1,146.9 |
61.3 |
5.1% |
19.5 |
1.6% |
83% |
False |
False |
54,245 |
| 20 |
1,217.3 |
1,132.0 |
85.3 |
7.1% |
21.5 |
1.8% |
77% |
False |
False |
36,055 |
| 40 |
1,256.2 |
1,132.0 |
124.2 |
10.4% |
17.5 |
1.5% |
53% |
False |
False |
20,140 |
| 60 |
1,277.0 |
1,132.0 |
145.0 |
12.1% |
16.1 |
1.3% |
45% |
False |
False |
14,291 |
| 80 |
1,323.0 |
1,132.0 |
191.0 |
15.9% |
14.9 |
1.2% |
34% |
False |
False |
11,019 |
| 100 |
1,347.3 |
1,132.0 |
215.3 |
18.0% |
14.5 |
1.2% |
30% |
False |
False |
9,025 |
| 120 |
1,347.3 |
1,132.0 |
215.3 |
18.0% |
13.8 |
1.2% |
30% |
False |
False |
7,586 |
|
|
|
| Fibonacci Retracements and Extensions |
|
4.250 |
1,231.4 |
|
2.618 |
1,219.9 |
|
1.618 |
1,212.9 |
|
1.000 |
1,208.6 |
|
0.618 |
1,205.9 |
|
HIGH |
1,201.6 |
|
0.618 |
1,198.9 |
|
0.500 |
1,198.1 |
|
0.382 |
1,197.3 |
|
LOW |
1,194.6 |
|
0.618 |
1,190.3 |
|
1.000 |
1,187.6 |
|
1.618 |
1,183.3 |
|
2.618 |
1,176.3 |
|
4.250 |
1,164.9 |
|
|
| Fisher Pivots for day following 26-Nov-2014 |
| Pivot |
1 day |
3 day |
| R1 |
1,198.1 |
1,197.4 |
| PP |
1,197.9 |
1,197.3 |
| S1 |
1,197.7 |
1,197.3 |
|